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Abstract

In this work we propose a sensitivity analysis method which is effective in identifying the few important factors in a model that contains many factors, with a relatively small number of model evaluations. The method is convenient when the number of factors is so large, and/or the model execution time is such, to make the computational cost of more sophisticated techniques excessive. The method is conceptually simple and can be though as an expansion of a derivative-based approach, although it overcomes the limitation of a local derivative-based approach as it attempts to explore the whole input space.

Additional information

Authors: CAMPOLONGO F, European Commission, Joint Research Centre, Institute for the Protection and the Security of the Citizen, Ispra (IT);CARIBONI J, European Commission, Joint Research Centre, Institute for the Protection and the Security of the Citizen, Ispra (IT)
Bibliographic Reference: EUR 22798 EN (2007), 21 pp. Free of charge
Availability: Katalogue Number: LB-NA-22798-EN-C The PDF version can be downloaded from: http://bookshop.europa.eu
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